Pär Österholm

Economics and Econometrics · 2007–2010

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Pär Österholm trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. P. Pedroni
  2. John Y. Campbell
  3. Motohiro Yogo
  4. Nelson C. Mark

Who trusts Pär Österholm overall

  1. Joakim Westerlund

Papers from Pär Österholm's perspective

Ordered by how strongly the researchers Pär Österholm trusts endorse each paper. Same corpus, a different order for every researcher.

  1. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  2. Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*
  3. Purchasing Power Parity Tests in Cointegrated Panels (Review of Economics and Statistics)
  4. Testing for unit roots in heterogeneous panels
  5. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  6. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  7. Testing for Stationarity in Heterogeneous Panel Data
  8. Nonstationary panels, panel cointegration, and dynamic panels
  9. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
  10. The Solow model with CES technology: nonlinearities and parameter heterogeneity

Their papers